Inflation forecasting with rolling windows : an appraisal
Year of publication: |
2024
|
---|---|
Authors: | Hall, Stephen G. ; Tavlas, George S. ; Wang, Yongli ; Gefang, Deborah |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 4, p. 827-851
|
Subject: | Chow test | GARCH model | Markov switching model | Monte Carlo experiments | rolling windows |
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